eToro Group Ltd. (ETOR) Options History
Historical options analytics archive for ETOR with monthly max pain, implied volatility, gamma exposure, and put/call data.
13 months of complete options data available.
ETOR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ETOR. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 47.9% | 21.1% | $35.00 | $2.2M | -$65.8M | 0.77 |
| 2026-05 | 20 | 61.5% | 32.8% | $35.00 | $2.5M | -$87.8M | 0.19 |
| 2026-04 | 21 | 54.0% | 25.8% | $30.00 | $1.2M | -$44.1M | 1.04 |
| 2026-03 | 21 | 55.6% | 19.2% | $35.00 | $406.1K | -$10.9M | 0.51 |
| 2026-02 | 19 | 64.5% | 27.7% | $25.00 | $540.7K | -$19.2M | 1.92 |
| 2026-01 | 20 | 49.8% | 13.5% | $35.00 | $213.6K | -$6.3M | 0.37 |
This archive aggregates ETOR's daily end-of-day options snapshots into monthly summaries, spanning 2025-06 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how ETOR option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 47.9%, a month-end max-pain strike around $35.00, an average put/call ratio of 0.77.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked ETOR history questions
- How much options history is available for ETOR?
- This archive holds 13 months of ETOR options analytics, spanning 2025-06 through 2026-06. Each entry is a monthly rollup of ETOR's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the ETOR archive.
- What data does each monthly ETOR aggregate contain?
- Every monthly row summarizes that month of ETOR option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 47.9%, an average IV rank of 21.1%, a month-end max-pain strike around $35.00, an average put/call ratio of 0.77.
- How is the ETOR options-history archive built and how often does it update?
- The archive is derived from ETOR's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how ETOR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.